Opposition leader Anwar Ibrahim called Malaysia's recent elections "the mother of all frauds" as he kept up the pressure over polls he says were stolen by the 56-year-old regime.

Anwar addressed tens of thousands in the opposition-governed northern state of Penang three days after a massive rally in the capital Kuala Lumpur kicked off a series of protest gatherings.

Anwar has branded the May 5 elections – won by the Barisan Nasional (National Front) ruling coalition – a heist by Prime Minister Najib Razak and accused the Election Commission (EC) of bias.

"The EC were cheats. The last (election) ... is the mother of all frauds," he told the crowd.

"In these elections, we demand answers, and we demand the answers now."

Anwar called the rallies to pressure Najib over the elections, the worst performance ever by the regime, which has ruled Malaysia since independence in 1957. He has said he will soon produce evidence of fraud.

Any move to overturn the result looks doomed to fail, with the three-party opposition accusing the EC and courts of being in the government's pocket.

Anwar indicated on Saturday the opposition would focus less on challenging the result and more on exposing pro-government biases in the electoral system.

The charismatic Anwar, 65, has battled Barisan ever since he was ousted from its top ranks in a 1998 power struggle and jailed for six years on sex and corruption charges, widely seen as trumped-up.

The vote was touted as the first in which the opposition had a chance to unseat Barisan.

But the coalition retained a solid majority in parliament despite winning a minority of the popular vote, a factor blamed on pro-Barisan parliamentary redistricting.

Police have said speakers at the larger initial rally in the capital on Wednesday could face sedition charges, but no action has yet been taken.

On Saturday authorities in neighbouring Singapore, where several hundred thousand Malaysians live and work, said they arrested 21 Malaysians for staging an illegal protest, apparently in support of the Penang rally.